+25.8%
TMO vs RL
+13.6%
+12.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | +6.2% | -7.8% | +14.0% | +7.9% |
| 3M | +27.5% | -4.0% | +31.5% | +27.8% |
| 6M | +20.0% | -1.9% | +21.8% | +19.3% |
| YTD | +6.1% | -0.2% | +6.3% | +4.2% |
| 1Y | +25.8% | +10.7% | +15.2% | +17.6% |
| All | +25.8% | +13.6% | +12.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling